![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Zakamouline Valeri
Publisher: Springer Publishing Company
ISSN: 1432-2994
Source: Mathematical Methods of Operations Research, Vol.62, Iss.2, 2005-11, pp. : 319-343
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs
Applied Mathematical Finance, Vol. 19, Iss. 3, 2012-07 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Multi-asset portfolio optimization with transaction cost
Applied Mathematical Finance, Vol. 11, Iss. 2, 2004-06 ,pp. :